Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.626 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49658.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43638.81 Kr¶

PnL: ---------------------------------------> -1236.77 Kr¶

DD now: ---------------------------------> -6.518 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 13:59:12.020091'

Anic Portfolio¶

Today¶

Return: 0.163 %¶

This Week¶

Return: -2.154 %¶

Total portfolio value¶

Return including deposits: 62.568 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.410000 1520.550000 97.550000 6.860000 1423.000014
Profoto Holding 7 2.390000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.900000 916.800000 4.800000 0.530000 912.000000
Atrium Ljungberg B 5 0.500000 898.500000 -5.500000 -0.610000 904.000000
JM 7 0.300000 942.900000 -7.100000 -0.750000 950.000002
ASSA ABLOY B 4 -0.530000 983.600000 -9.400000 -0.950000 993.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
Biotage 1 -2.110000 139.000000 -10.000000 -6.710000 149.000000
Vitrolife 3 1.190000 664.800000 -12.200000 -1.800000 677.000001
OX2 12 -1.130000 896.400000 -12.600000 -1.390000 909.000000
Eastnine 6 -2.010000 643.200000 -13.800000 -2.100000 657.000000
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
BioGaia B 8 1.090000 889.600000 -14.400000 -1.590000 904.000000
Gränges 10 0.590000 1024.000000 -15.000000 -1.440000 1039.000000
Latour B 4 -1.510000 835.200000 -20.800000 -2.430000 856.000000
Bufab 3 -0.450000 1054.800000 -21.200000 -1.970000 1076.000001
Investor B 3 -0.350000 635.400000 -22.600000 -3.430000 657.999999
Hexatronic Group 15 0.290000 1047.600000 -23.400000 -2.180000 1071.000000
Vitec Software Group B 2 -2.350000 1079.000000 -25.000000 -2.260000 1104.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Sandvik 4 -0.050000 818.000000 -30.000000 -3.540000 848.000000
Addnode Group B 7 -1.500000 874.300000 -30.700000 -3.390000 904.999998
Sagax B 4 -1.890000 851.600000 -33.400000 -3.770000 885.000000
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
SKF B 5 -0.470000 944.000000 -36.000000 -3.670000 980.000000
Byggmax Group 33 -1.060000 925.980000 -41.020000 -4.240000 966.999990
EQT 4 -2.310000 829.600000 -43.400000 -4.970000 873.000000
Catena 2 0.260000 758.400000 -47.600000 -5.910000 806.000000
Orrön Energy 170 -2.850000 1995.800000 -50.200000 -2.450000 2045.999980
Platzer Fastigheter Holding B 12 -1.190000 897.600000 -53.400000 -5.620000 951.000000
HEXPOL B 8 -4.840000 896.000000 -61.000000 -6.370000 957.000000
Hexagon B 26 -1.110000 3346.200000 -73.800000 -2.160000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 0.870000 2587.260000 -396.320000 -13.280000 2983.577733
TOTAL 43638.810000 -1236.770000 -6.5176% 44875.578016

Updated:¶

'2023-06-21 13:59:28.351157'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶